Long Memory In The Volatility Of Indian Financial Market

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Long Memory in the Volatility of Indian Financial Market

Author : Dilip Kumar
Publisher :
ISBN 13 : 9783656603603
Total Pages : 116 pages
Book Rating : 4.6/5 (36 download)

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Book Synopsis Long Memory in the Volatility of Indian Financial Market by : Dilip Kumar

Download or read book Long Memory in the Volatility of Indian Financial Market written by Dilip Kumar and published by . This book was released on 2014-02 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professorial Dissertation from the year 2014 in the subject Business economics - Investment and Finance, grade: A, language: English, abstract: This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by its lagged price changes and has no memory.

Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data

Author : Dilip Kumar
Publisher : diplom.de
ISBN 13 : 3954897458
Total Pages : 99 pages
Book Rating : 4.9/5 (548 download)

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Book Synopsis Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data by : Dilip Kumar

Download or read book Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data written by Dilip Kumar and published by diplom.de. This book was released on 2014-04-01 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by ist lagged price changes and has no memory.

Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data

Author : Dilip Kumar
Publisher : Anchor Academic Publishing (aap_verlag)
ISBN 13 : 3954892456
Total Pages : 105 pages
Book Rating : 4.9/5 (548 download)

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Book Synopsis Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data by : Dilip Kumar

Download or read book Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data written by Dilip Kumar and published by Anchor Academic Publishing (aap_verlag). This book was released on 2014-04-10 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by ist lagged price changes and has no memory.

Indian Stock Market

Author : Gourishankar S. Hiremath
Publisher : Springer Science & Business Media
ISBN 13 : 8132215907
Total Pages : 135 pages
Book Rating : 4.1/5 (322 download)

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Book Synopsis Indian Stock Market by : Gourishankar S. Hiremath

Download or read book Indian Stock Market written by Gourishankar S. Hiremath and published by Springer Science & Business Media. This book was released on 2013-10-28 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and vibrancy into the process of economic growth. The Indian stock market now has the largest number of listed companies in the world. The phenomenal growth of the Indian equity market and its growing importance in the economy is indicated by the extent of market capitalization and the increasing integration of the Indian economy with the global economy. Various schools of thought explain the behaviour of stock returns. The Efficient Market Theory is the most important theory of the School of Neoclassical Finance based on rational expectation and no-trade argument. The book investigates the growth and efficiency of the Indian stock market in the theoretical framework of the Efficiency Market Hypothesis (EMH). The main objective of the present study is to examine the returns behaviour in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume. The analysis empirically tests the random walk hypothesis and focuses on issues like nonlinear dynamics, structural breaks and long memory. It uses new and disaggregated data on recent reforms and changes in the market microstructure. The data on various indices including sectoral indices help in measuring the relative efficiency of the market and understanding how liquidity and market capitalization affect the efficiency of the market.

Economic Policy Uncertainty and the Indian Economy

Author : Raktim Ghosh
Publisher : Emerald Group Publishing
ISBN 13 : 1804559369
Total Pages : 193 pages
Book Rating : 4.8/5 (45 download)

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Book Synopsis Economic Policy Uncertainty and the Indian Economy by : Raktim Ghosh

Download or read book Economic Policy Uncertainty and the Indian Economy written by Raktim Ghosh and published by Emerald Group Publishing. This book was released on 2023-01-30 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: As businesses, consumers, and investors make key financial decisions amid Economic Policy Uncertainty (EPU), there is the danger that many might freeze investment projects and hiring, leading to contractions of the economy. This book examines this and makes important recommendations.

Development and Sustainability

Author : Sarmila Banerjee
Publisher : Springer Science & Business Media
ISBN 13 : 8132211243
Total Pages : 622 pages
Book Rating : 4.1/5 (322 download)

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Book Synopsis Development and Sustainability by : Sarmila Banerjee

Download or read book Development and Sustainability written by Sarmila Banerjee and published by Springer Science & Business Media. This book was released on 2014-07-08 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following the reforms undertaken in the last two decades, India’s economic landscape has been radically transformed. This book examines the new economic map, which is shown to be shaped by two intertwined currents: globalization and sustainability. Weaving extensively through these currents and the canvas of development in the Indian economy they open up, this work seeks to introduce new methodologies, a corpus of concepts and modes of analysis to make sense of the emerging order of things. What transpires in the course of the investigation is a critical reflection of the present in which not only the new institutions, policies and practices are analyzed, but their limitations, fragility and at times myopic approaches are brought to light. By highlighting the rough edges created by the new conditions, this book is firmly engaged with the frontier of the Indian economy and ends up challenging many well-known conjectures and assumptions. In doing so, it strives to shift the Indian economy to a new terrain, thereby fundamentally re-locating and re-orienting the discourse of that economy as a unique object of analysis.

Fractal Approaches for Modeling Financial Assets and Predicting Crises

Author : Nekrasova, Inna
Publisher : IGI Global
ISBN 13 : 1522537686
Total Pages : 306 pages
Book Rating : 4.5/5 (225 download)

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Book Synopsis Fractal Approaches for Modeling Financial Assets and Predicting Crises by : Nekrasova, Inna

Download or read book Fractal Approaches for Modeling Financial Assets and Predicting Crises written by Nekrasova, Inna and published by IGI Global. This book was released on 2018-02-09 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an ever-changing economy, market specialists strive to find new ways to evaluate the risks and potential reward of economic ventures. They start by assessing the importance of human reaction during the economic planning process and put together systems to measure financial markets and their longevity. Fractal Approaches for Modeling Financial Assets and Predicting Crises is a critical scholarly resource that examines the fractal structure and long-term memory of the financial markets in order to predict prices of financial assets and financial crises. Featuring coverage on a broad range of topics, such as computational process models, chaos theory, and game theory, this book is geared towards academicians, researchers, and students seeking current research on pricing and predicting financial crises.

Forecasting Financial Markets in India

Author : Rudra Prakash Pradhan
Publisher : Allied Publishers
ISBN 13 : 9788184244267
Total Pages : 224 pages
Book Rating : 4.2/5 (442 download)

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Book Synopsis Forecasting Financial Markets in India by : Rudra Prakash Pradhan

Download or read book Forecasting Financial Markets in India written by Rudra Prakash Pradhan and published by Allied Publishers. This book was released on 2009 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers presented at the Forecasting Financial Markets in India, held at Kharagpur during 29-31 December 2008.

Advances in Financial Planning and Forecasting (New Series) Vol．5

Author : Cheng F. Lee
Publisher : Center for PBBEFR & Airiti Press
ISBN 13 : 9866286606
Total Pages : pages
Book Rating : 4.8/5 (662 download)

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Book Synopsis Advances in Financial Planning and Forecasting (New Series) Vol．5 by : Cheng F. Lee

Download or read book Advances in Financial Planning and Forecasting (New Series) Vol．5 written by Cheng F. Lee and published by Center for PBBEFR & Airiti Press. This book was released on 2012-12-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Financial Planning and Froecasting (New Series) is an annual publication designed to disseminate developments in the area of financial analysis, planning, and forecasting. The publication is a froum for statistical, quantitative, and accounting analyses of issues in financial analysis and planning in terms of finance, accounting, and economic data.

A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India

Author : Dr GangineniDhanaiah
Publisher : Archers & Elevators Publishing House
ISBN 13 : 9386501899
Total Pages : pages
Book Rating : 4.3/5 (865 download)

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Book Synopsis A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India by : Dr GangineniDhanaiah

Download or read book A Study On Volatility And Co-Movement Of Selected Sectoral Indices Of National Stock Exchange Of India written by Dr GangineniDhanaiah and published by Archers & Elevators Publishing House. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Intelligent Communication Technologies and Virtual Mobile Networks

Author : G. Rajakumar
Publisher : Springer Nature
ISBN 13 : 9811918449
Total Pages : 807 pages
Book Rating : 4.8/5 (119 download)

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Book Synopsis Intelligent Communication Technologies and Virtual Mobile Networks by : G. Rajakumar

Download or read book Intelligent Communication Technologies and Virtual Mobile Networks written by G. Rajakumar and published by Springer Nature. This book was released on 2022-07-19 with total page 807 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is a collection of high-quality research papers presented at Intelligent Communication Technologies and Virtual Mobile Networks (ICICV), held at Francis Xavier Engineering College, Tirunelveli, Tamil Nadu, India, during February 10–11, 2022. The book shares knowledge and results in theory, methodology and applications of communication technology and mobile networks. The book covers innovative and cutting-edge work of researchers, developers and practitioners from academia and industry working in the area of computer networks, network protocols and wireless networks, data communication technologies and network security.

Studies in Accounting and Finance: Contemporary Issues and Debates

Author : Basu and Saha
Publisher : Pearson Education India
ISBN 13 : 9332501084
Total Pages : 300 pages
Book Rating : 4.3/5 (325 download)

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Book Synopsis Studies in Accounting and Finance: Contemporary Issues and Debates by : Basu and Saha

Download or read book Studies in Accounting and Finance: Contemporary Issues and Debates written by Basu and Saha and published by Pearson Education India. This book was released on 2010 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Studies in Accounting and Finance: Contemporary Issues and Debates, useful for business executives, accounting and finance practitioners, researchers, and students discusses contemporary issues in accounting and finance. Topics discussed include globalization of accounting standards, accounting for financial instruments, fair value accounting, accounting for intangibles, corporate governance and accounting, accounting for social and environmental costs, accounting for employee stock option plans, obstacles to the development of high-quality accounting standards, small company reporting, accounting ethics, technology reporting, and global economic meltdown.

Studies in Accounting and Finance

Author : Arun Kumar Basu
Publisher : Pearson Education India
ISBN 13 : 9788131754450
Total Pages : 304 pages
Book Rating : 4.7/5 (544 download)

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Book Synopsis Studies in Accounting and Finance by : Arun Kumar Basu

Download or read book Studies in Accounting and Finance written by Arun Kumar Basu and published by Pearson Education India. This book was released on 2013-08 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Doña María's Story

Author : Daniel James
Publisher : Duke University Press
ISBN 13 : 9780822324928
Total Pages : 340 pages
Book Rating : 4.3/5 (249 download)

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Book Synopsis Doña María's Story by : Daniel James

Download or read book Doña María's Story written by Daniel James and published by Duke University Press. This book was released on 2000 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: One woman's testimonial about the Peron years sheds light on gender hierarchies, the role of women in industry, women as union militants, and the material culture of working class family life in Argentina.

Emerging Research on Monetary Policy, Banking, and Financial Markets

Author : Spulbar, Cristi
Publisher : IGI Global
ISBN 13 : 1522592717
Total Pages : 322 pages
Book Rating : 4.5/5 (225 download)

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Book Synopsis Emerging Research on Monetary Policy, Banking, and Financial Markets by : Spulbar, Cristi

Download or read book Emerging Research on Monetary Policy, Banking, and Financial Markets written by Spulbar, Cristi and published by IGI Global. This book was released on 2019-06-14 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: As more and more emerging markets seek to compete in an ever-growing pool of global competitors, rapidly growing economies are consistently running into issues relating to the proper understanding of fiscal markets. The future of global economics depends on the wellbeing of sustainable economic growth and the expansion of banking systems. Emerging Research on Monetary Policy, Banking, and Financial Markets is an essential reference source that discusses the complex nature of financial markets and the growth of developing economies. Featuring research on topics such as international markets, transition economies, and financial instability, this book is ideally designed for academicians, students, researchers, policymakers, professionals, financial analysts, and economists interested in the future of reformed worldwide banking systems.

Business Continuity Management and Resilience: Theories, Models, and Processes

Author : Rouco, José Carlos
Publisher : IGI Global
ISBN 13 :
Total Pages : 353 pages
Book Rating : 4.3/5 (693 download)

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Book Synopsis Business Continuity Management and Resilience: Theories, Models, and Processes by : Rouco, José Carlos

Download or read book Business Continuity Management and Resilience: Theories, Models, and Processes written by Rouco, José Carlos and published by IGI Global. This book was released on 2024-03-25 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an era characterized by volatility, uncertainty, complexity, and ambiguity (VUCA), organizations are faced with an ever-changing array of crises that pose a threat to both their reputation and operational continuity. From unforeseen disruptions to intense market competition, the need for robust business continuity management and resilience has never been more pressing. Strategic success hinges on an organization's ability to weather the storm and swiftly recover from disasters. Those who fail to know the existing organizational models of continuity and appropriately plan for their business to encounter VUCA may not survive it. Business Continuity Management and Resilience: Theories, Models, and Processes provides an exhaustive overview of business continuity management but also offers innovative methodologies to enhance organizational and personal resilience. By delving into theories, models, and processes, it equips readers with the knowledge needed to navigate crises successfully. Covering crisis communication plans, the role of artificial intelligence, risk management, information technologies in crisis management, leadership skills in a crisis context, emergency response, competency models, virtual and augmented reality centers in training, and stress management, this reference book will help to prepare organizations for VUCA in the future. By fostering awareness, providing best practices, and drawing on lessons learned, this book presents a solution through a strategic imperative for those seeking to fortify organizations against the challenges of today's dynamic business environment.

Advances in Machine Learning and Computational Intelligence

Author : Srikanta Patnaik
Publisher : Springer Nature
ISBN 13 : 9811552436
Total Pages : 853 pages
Book Rating : 4.8/5 (115 download)

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Book Synopsis Advances in Machine Learning and Computational Intelligence by : Srikanta Patnaik

Download or read book Advances in Machine Learning and Computational Intelligence written by Srikanta Patnaik and published by Springer Nature. This book was released on 2020-07-25 with total page 853 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers selected high-quality papers presented at the International Conference on Machine Learning and Computational Intelligence (ICMLCI-2019), jointly organized by Kunming University of Science and Technology and the Interscience Research Network, Bhubaneswar, India, from April 6 to 7, 2019. Addressing virtually all aspects of intelligent systems, soft computing and machine learning, the topics covered include: prediction; data mining; information retrieval; game playing; robotics; learning methods; pattern visualization; automated knowledge acquisition; fuzzy, stochastic and probabilistic computing; neural computing; big data; social networks and applications of soft computing in various areas.